+61.6%
NBIX vs WWD
+184.1%
-122.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +0.4% | -2.6% | +3.0% | +1.0% |
| 30D | -0.2% | -6.9% | +6.8% | +1.5% |
| 3M | -4.0% | -13.0% | +9.1% | -1.3% |
| 6M | +20.6% | -12.5% | +33.0% | +23.2% |
| YTD | +10.1% | +11.8% | -1.7% | +5.6% |
| 1Y | +8.8% | +41.1% | -32.3% | -2.1% |
| 3Y | +42.5% | +163.1% | -120.6% | +9.7% |
| All | +61.6% | +184.1% | -122.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling